I haven't done stuffed mushrooms in ages, but I can say that when I have, if there were leftovers, they were soggy. So, I'd say pre-baking is a bad idea. Is it something you could do on the grill in one of those perforated pans, or even skewered? If you put it them in the indirect heat area, it would be similar to oven baking them (wouldn't have to worry about he stuffing falling out if you tried to turn them). Any help?

They'll be fine if they're re-heated. Make sure you let them cool completely before putting them in the fridge.
It's suggested that you add a little extra cheese on the top when you reheat them to get that bubbly-goodness!